Triple Standard Deviation

==日本語説明も併記 // Japanese discription is following ==

■ Momentum Indicator (Triple Indication of Standard Deviation Volatilities)
■ Effective assets: All

■Example of utilization
1) Assume that a trend is generated at the timing when the yellow area chart (26) rises
2) Confirm the candlestick and if the price jumps out of the Bollinger band ± 1 σ, the trend toward that direction
3) If the closing price is confirmed within ± 1σ of the Bollinger band, close the position

■ Detailed explanation
Three standard deviation volatilities with different parameters are displayed at the same time. As represented by convergence divergence of Bollinger, it has a characteristic that it rises in the trend generation period and falls during the trend convergence period.
It develops color in a rising phase so that trend generation is easy to recognize, and fades in a falling phase.

Daily use is basic, but you can use it with the same parameters for other time feet.
The basic parameter (26) is displayed in yellow area for the most visibility.
The long-term parameter (52) is indicated by a yellow dot as an auxiliary element for judging the rising margin of the basic line.
The short-term parameter (13) is displayed as a line as an auxiliary element for recognizing the peak out of the basic line in advance.

In some cases, by changing short term (13) to super long term (100) you can recognize the major market price level once in several years.

Three periods The phrase "all lines" goes from "low position" to "rising together" is considered the strongest trend.
On the other hand, in the case where the short-term line rises backwards as the longer-term line goes down, it tends to end up with short-lived trends and failure to form trends.

If the trend speed is constant as a standard feature of calculating the standard deviation, the standard deviation may decrease even during trend continuation. Therefore, it is desirable to make a comprehensive judgment by comparing the shape of candlestick with the longer-term line.

Please note that there is no way to judge whether the trend suggested by this index rises or falls from this index, so it is necessary to confirm the main chart. (It is preferable to display parabolic or Bollinger band)

■ Remarks
It is an index created assuming that it is used as Triple STD-ADX in combination with Triple Smoothed ADX(to be posted later).

■ About Triple STD-ADX
Triple Standard Deviation "and" Triple Smoothed ADX "are superimposed and displayed as" Screen (without scale) "to function as" Triple STD - ADX ".

The method of utilization is the same as Triple Standard Deviation and Triple Smoothed ADX, but by simultaneously displaying two momentum indicators with different calculation approaches with multiple parameters, we aim to mutually complement the cognitive power of trends.

STD (13, 26, 52, 100, 200) and ADX (7, 14, 26, 52, 100) correspond to reaction rates respectively.
By choosing different reaction rates you can expect to further increase reliability.

You can estimate the reliability of the trend most reliably in a situation where all six signals in total rise from low to high.

■Sample: STD-ADX Trade Signal


■ モメンタム指標(標準偏差ボラティリティの3連表示)
■ 有効アセット:すべて

■ 活用の一例

■ 詳細説明






追って掲載するTriple Smoothed ADXと併用して、Triple STD-ADXとして使用することを想定して作成した指標です。

■Triple STD-ADXについて
「Triple Standard Deviation」と「Triple Smoothed ADX」を一方を「スクリーン(スケールなし)」として重ねて表示させることで「Triple STD-ADX」として機能します。

活用方法はTriple Standard DeviationやTriple Smoothed ADXと同じですが、算出アプローチの異なる2つのモメンタム指標を複数パラメーターで同時に表示させることで、トレンドの認識力を相互に補完する狙いがあります。




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